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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 501,425 CHF | 168,142 CHF | 99.22% | 99.22% |
| 20/11/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 504,099 CHF | 169,033 CHF | 99.07% | 99.07% |
| 19/11/2024 | 0.58% | 1.67 CHF | 1.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 515,573 CHF | 172,858 CHF | 98.92% | 98.92% |
| 18/11/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 498,621 CHF | 167,207 CHF | 96.75% | 96.75% |
| 15/11/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 503,244 CHF | 168,748 CHF | 99.45% | 99.45% |
| 14/11/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 536,684 CHF | 179,895 CHF | 99.44% | 99.44% |
| 13/11/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 571,363 CHF | 191,454 CHF | 96.97% | 96.97% |
| 12/11/2024 | 0.55% | 1.92 CHF | 1.93 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 543,546 CHF | 182,182 CHF | 96.80% | 96.80% |
| 11/11/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 510,711 CHF | 171,237 CHF | 98.57% | 98.57% |
| 08/11/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 513,190 CHF | 172,063 CHF | 93.41% | 93.41% |
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